-93.8%
PLG vs VT
+231.8%
-325.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +4.7% |
| 7D | -4.6% | -0.3% | -4.3% | -4.0% |
| 30D | -19.4% | -1.4% | -17.9% | -17.2% |
| 3M | -24.6% | -1.4% | -23.2% | -22.4% |
| 6M | -40.2% | +5.5% | -45.7% | -43.1% |
| YTD | -55.9% | +12.8% | -68.8% | -60.9% |
| 1Y | -47.7% | +15.4% | -63.2% | -54.7% |
| 3Y | -3.7% | +76.9% | -80.6% | -50.3% |
| 5Y | -59.2% | +60.4% | -119.6% | -76.1% |
| 10Y | -93.8% | +232.8% | -326.6% | -98.2% |
| All | -93.8% | +231.8% | -325.6% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling